@melonproject/protocol
Version:
Technology Regulated and Operated Investment Funds
199 lines (198 loc) • 13 kB
JavaScript
"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
const token_math_1 = require("@melonproject/token-math");
const Contracts_1 = require("../../Contracts");
const beginSetup_1 = require("../../contracts/factory/transactions/beginSetup");
const completeSetup_1 = require("../../contracts/factory/transactions/completeSetup");
const createAccounting_1 = require("../../contracts/factory/transactions/createAccounting");
const createFeeManager_1 = require("../../contracts/factory/transactions/createFeeManager");
const createParticipation_1 = require("../../contracts/factory/transactions/createParticipation");
const createPolicyManager_1 = require("../../contracts/factory/transactions/createPolicyManager");
const createShares_1 = require("../../contracts/factory/transactions/createShares");
const createTrading_1 = require("../../contracts/factory/transactions/createTrading");
const createVault_1 = require("../../contracts/factory/transactions/createVault");
const getRoutes_1 = require("../../contracts/fund/hub/calls/getRoutes");
const register_1 = require("../../contracts/fund/policies/transactions/register");
const update_1 = require("../../contracts/prices/transactions/update");
const requestInvestment_1 = require("../../contracts/fund/participation/transactions/requestInvestment");
const executeRequest_1 = require("../../contracts/fund/participation/transactions/executeRequest");
const setAmguPrice_1 = require("../../contracts/engine/transactions/setAmguPrice");
const shutDownFund_1 = require("../../contracts/fund/hub/transactions/shutDownFund");
const getAmguToken_1 = require("../../contracts/engine/calls/getAmguToken");
const getFundHoldings_1 = require("../../contracts/fund/accounting/calls/getFundHoldings");
const makeOrderFromAccountOasisDex_1 = require("../../contracts/exchanges/transactions/makeOrderFromAccountOasisDex");
const makeOasisDexOrder_1 = require("../../contracts/fund/trading/transactions/makeOasisDexOrder");
const takeOrderFromAccountOasisDex_1 = __importDefault(require("../../contracts/exchanges/transactions/takeOrderFromAccountOasisDex"));
const cancelOrderFromAccountOasisDex_1 = __importDefault(require("../../contracts/exchanges/transactions/cancelOrderFromAccountOasisDex"));
const takeOasisDexOrder_1 = require("../../contracts/fund/trading/transactions/takeOasisDexOrder");
const getFundOpenOrder_1 = require("../../contracts/fund/trading/calls/getFundOpenOrder");
const cancelOasisDexOrder_1 = require("../../contracts/fund/trading/transactions/cancelOasisDexOrder");
const randomString_1 = require("../../utils/helpers/randomString");
const FunctionSignatures_1 = require("../../contracts/fund/trading/utils/FunctionSignatures");
const performCalculations_1 = require("../../contracts/fund/accounting/calls/performCalculations");
const approve_1 = require("../../contracts/dependencies/token/transactions/approve");
const Environment_1 = require("../../utils/environment/Environment");
const deployAndInitTestEnv_1 = require("../utils/deployAndInitTestEnv");
const calcGav_1 = require("../../contracts/fund/accounting/calls/calcGav");
const getToken_1 = require("../../contracts/dependencies/token/calls/getToken");
const getOpenOrders_1 = require("../../contracts/fund/trading/calls/getOpenOrders");
const testLogger_1 = require("../utils/testLogger");
describe('generalWalkthrough', () => {
const shared = {};
afterAll(() => __awaiter(this, void 0, void 0, function* () {
yield testLogger_1.allLogsWritten();
}));
beforeAll(() => __awaiter(this, void 0, void 0, function* () {
shared.env = yield deployAndInitTestEnv_1.deployAndInitTestEnv();
expect(shared.env.track).toBe(Environment_1.Tracks.TESTING);
shared.accounts = yield shared.env.eth.getAccounts();
}));
test('Happy path', () => __awaiter(this, void 0, void 0, function* () {
const debug = shared.env.logger('melon:protocol:utils', Environment_1.LogLevels.DEBUG);
const fundName = `test-fund-${randomString_1.randomString()}`;
const { exchangeConfigs, melonContracts, thirdPartyContracts, } = shared.env.deployment;
const { priceSource, policies, version, engine } = melonContracts;
const tokens = thirdPartyContracts.tokens;
const [ethToken, mlnToken] = tokens;
const defaultTokens = [ethToken, mlnToken];
const amguToken = yield getAmguToken_1.getAmguToken(shared.env, version);
const amguPrice = token_math_1.createQuantity(amguToken, '1000000000');
yield setAmguPrice_1.setAmguPrice(shared.env, engine, amguPrice);
const fees = [
{
feeAddress: melonContracts.fees.managementFee.toLowerCase(),
feePeriod: new token_math_1.BigInteger(0),
feeRate: new token_math_1.BigInteger(token_math_1.multiply(new token_math_1.BigInteger(2), token_math_1.power(new token_math_1.BigInteger(10), new token_math_1.BigInteger(16)))),
},
{
feeAddress: melonContracts.fees.performanceFee.toLowerCase(),
feePeriod: new token_math_1.BigInteger(86400 * 90),
feeRate: new token_math_1.BigInteger(token_math_1.multiply(new token_math_1.BigInteger(20), token_math_1.power(new token_math_1.BigInteger(10), new token_math_1.BigInteger(16)))),
},
];
const mlnPrice = token_math_1.createPrice(token_math_1.createQuantity(mlnToken, '1'), token_math_1.createQuantity(ethToken, '2'));
const ethPrice = token_math_1.createPrice(token_math_1.createQuantity(ethToken, '1'), token_math_1.createQuantity(ethToken, '1'));
yield update_1.update(shared.env, priceSource, [ethPrice, mlnPrice]);
yield beginSetup_1.beginSetup(shared.env, version, {
defaultTokens,
exchangeConfigs,
fees,
fundName,
quoteToken: ethToken,
});
yield createAccounting_1.createAccounting(shared.env, version);
yield createFeeManager_1.createFeeManager(shared.env, version);
yield createParticipation_1.createParticipation(shared.env, version);
yield createPolicyManager_1.createPolicyManager(shared.env, version);
yield createShares_1.createShares(shared.env, version);
yield createTrading_1.createTrading(shared.env, version);
yield createVault_1.createVault(shared.env, version);
const hubAddress = yield completeSetup_1.completeSetup(shared.env, version);
const routes = yield getRoutes_1.getRoutes(shared.env, hubAddress);
// TODO: pass in policies
yield register_1.register(shared.env, routes.policyManagerAddress, {
method: FunctionSignatures_1.FunctionSignatures.makeOrder,
policy: policies.priceTolerance,
});
yield register_1.register(shared.env, routes.policyManagerAddress, {
method: FunctionSignatures_1.FunctionSignatures.takeOrder,
policy: policies.priceTolerance,
});
yield register_1.register(shared.env, routes.policyManagerAddress, {
method: FunctionSignatures_1.FunctionSignatures.requestInvestment,
policy: policies.userWhitelist,
});
debug('GAV empty', yield calcGav_1.calcGav(shared.env, routes.accountingAddress));
const investmentAmount = token_math_1.createQuantity(ethToken, 1);
const fundToken = yield getToken_1.getToken(shared.env, routes.sharesAddress);
yield expect(requestInvestment_1.requestInvestment(shared.env, routes.participationAddress, {
investmentAmount,
requestedShares: token_math_1.createQuantity(fundToken, 1),
})).rejects.toThrow(`Insufficient allowance`);
yield approve_1.approve(shared.env, {
howMuch: investmentAmount,
spender: routes.participationAddress,
});
yield requestInvestment_1.requestInvestment(shared.env, routes.participationAddress, {
investmentAmount,
requestedShares: token_math_1.createQuantity(fundToken, 1),
});
yield executeRequest_1.executeRequest(shared.env, routes.participationAddress);
debug('Executed request', yield calcGav_1.calcGav(shared.env, routes.accountingAddress));
yield getFundHoldings_1.getFundHoldings(shared.env, routes.accountingAddress);
const matchingMarketAddress = shared.env.deployment.exchangeConfigs[Contracts_1.Exchanges.MatchingMarket].exchange;
const order1 = yield makeOrderFromAccountOasisDex_1.makeOrderFromAccountOasisDex(shared.env, matchingMarketAddress, {
buy: token_math_1.createQuantity(mlnToken, 2),
sell: token_math_1.createQuantity(ethToken, 0.1),
});
expect(order1.buy).toEqual(token_math_1.createQuantity(mlnToken, 2));
expect(order1.sell).toEqual(token_math_1.createQuantity(ethToken, 0.1));
debug(`Made order from account with id ${order1.id}`);
yield takeOrderFromAccountOasisDex_1.default(shared.env, matchingMarketAddress, {
buy: order1.buy,
id: order1.id,
maxTakeAmount: order1.sell,
sell: order1.sell,
});
debug(`Took order from account with id ${order1.id}`);
const order2 = yield makeOrderFromAccountOasisDex_1.makeOrderFromAccountOasisDex(shared.env, matchingMarketAddress, {
buy: token_math_1.createQuantity(mlnToken, 2),
sell: token_math_1.createQuantity(ethToken, 0.1),
});
expect(order2.buy).toEqual(token_math_1.createQuantity(mlnToken, 2));
expect(order2.sell).toEqual(token_math_1.createQuantity(ethToken, 0.1));
debug(`Made order from account with id ${order2.id}`);
yield cancelOrderFromAccountOasisDex_1.default(shared.env, matchingMarketAddress, {
id: order2.id,
});
debug(`Canceled order from account with id ${order2.id}`);
const orderFromFund = yield makeOasisDexOrder_1.makeOasisDexOrder(shared.env, routes.tradingAddress, {
makerQuantity: token_math_1.createQuantity(ethToken, 0.1),
takerQuantity: token_math_1.createQuantity(mlnToken, 2),
});
debug(`Made order from fund with id ${orderFromFund.id}`);
const openOrders = yield getOpenOrders_1.getOpenOrders(shared.env, routes.tradingAddress);
debug({ openOrders });
expect(openOrders).toHaveLength(1);
const fundOrder = yield getFundOpenOrder_1.getFundOpenOrder(shared.env, routes.tradingAddress, 0);
yield cancelOasisDexOrder_1.cancelOasisDexOrder(shared.env, routes.tradingAddress, {
id: fundOrder.id,
maker: routes.tradingAddress,
makerAsset: fundOrder.makerAsset,
takerAsset: fundOrder.takerAsset,
});
debug(`Canceled order ${fundOrder.id} from fund `);
const order3 = yield makeOrderFromAccountOasisDex_1.makeOrderFromAccountOasisDex(shared.env, matchingMarketAddress, {
buy: token_math_1.createQuantity(ethToken, 0.1),
sell: token_math_1.createQuantity(mlnToken, 2),
});
expect(order3.sell).toEqual(token_math_1.createQuantity(mlnToken, 2));
expect(order3.buy).toEqual(token_math_1.createQuantity(ethToken, 0.1));
debug(`Made order from account with id ${order3.id}`);
yield takeOasisDexOrder_1.takeOasisDexOrder(shared.env, routes.tradingAddress, {
id: order3.id,
maker: order3.maker,
makerQuantity: order3.sell,
takerQuantity: order3.buy,
});
debug(`Took order from fund with id ${order3.id}`);
yield performCalculations_1.performCalculations(shared.env, routes.accountingAddress);
yield shutDownFund_1.shutDownFund(shared.env, version, { hub: hubAddress });
debug('Shut down fund');
yield expect(requestInvestment_1.requestInvestment(shared.env, routes.participationAddress, {
investmentAmount: token_math_1.createQuantity(ethToken, 1),
requestedShares: token_math_1.createQuantity(fundToken, 1),
})).rejects.toThrow(`Fund with hub address: ${hubAddress} is shut down`);
}));
});